+79.7%
AGNC vs ACI
+17.4%
+62.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.9% |
| 7D | -4.4% | -7.1% | +2.7% | -3.8% |
| 30D | -5.4% | -4.5% | -0.9% | -5.0% |
| 3M | +3.5% | -22.3% | +25.7% | +5.6% |
| 6M | +1.7% | -28.4% | +30.1% | +4.5% |
| YTD | +3.9% | -29.5% | +33.4% | +6.7% |
| 1Y | +13.8% | -34.2% | +48.1% | +17.7% |
| 3Y | +63.3% | -45.7% | +109.0% | +71.7% |
| 5Y | +27.5% | -40.8% | +68.3% | +31.8% |
| All | +79.7% | +17.4% | +62.3% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling